求G@rch4.0

是 否 +2 论坛币

k人 参与回答

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从网上看了介绍，功能很强大，哪位大侠有吗？愿出1000元购买

[此贴子已经被作者于2005-12-30 16:51:02编辑过]

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关键词：RCH 很强大 网上

The available models are ARCH (Engle, 1982), GARCH (Bollerslev, 1986), EGARCH (Nelson, 1991), GJR (Glosten et al., 1993), APARCH (Ding et al., 1993), IGARCH (Engle and Bollerslev, 1986), FIGARCH (Baillie et al., 1996a and Chung, 1999), FIEGARCH (Bollerslev and Mikkelsen, 1996), FIAPARCH (Tse, 1998) and HYGARCH (Davidson, 2001). This package provides a lot of features unavailable in most traditional econometric softwares, including various model specifications, two standard errors estimation methods (Approximate Maximum Likelihood and Approximate Quasi-Maximum Likelihood) and four distributions (normal, Student-t, GED or skewed Student-t). Moreover, ARCH-in-mean models are available and explanatory variables can enter the mean and/or the variance equations. Finally, h-steps-ahead forecasts of both the conditional mean and variance are available as well as many miss-specification tests (Nyblom, SBT, Pearson goodness-of-fit, Box-Pierce,...).

同问，哪里有下载呀？

那里下载，请大家共享

OX家族的软件，我有，用起来挺方便的。

搞定，真爽[em01]

hkswen

which is verison...professional or console version...

can u send me a copy?

QQ

professional version,very good

could you please send me one copy of pro?

my email: jfcms@163.com

many thanks